We conduct Research to inform the Financial Sector.
KSMS Working Papers
- Early Warning Index for Macroeconomic Vulnerability in Kenya
- Composite Indicators for forecasting Economic Activity in Kenya
- Determination of the Equilibrium Real Exchange Rate and its Misalignment in Kenya
- Impact of the real exchange rate on Kenya’s exports
- Measuring Inflation Persistence in Kenya
- Short Term Capital Flows and Pressure on the Exchange Rate in Kenya
Journal Articles and Periodicals
Ndirangu L and E.M. Nyamongo. 2015 “Financial Innovations and Their Implications for Monetary Policy in Kenya”, Journal of African Economies 24 (1): i46-i71 doi: 10.1093/jae/eju029.
Ndirangu, L., C. Garcia, Ndung’u, N., E. Nyamongo and C. Gitau. 2014. “Early Warning index for macroeconomic vulnerability in Kenya”, Journal of Economic and Financial Modelling, 2(1): 24-38. http://ecofinmodelling.com/uploads/Early_Warnig_Index_Ndirangu_et_al_1.pdf
Moses C. Kiptui 2014: “Some Empirical Evidence on the Stability of Money Demand in Kenya”, International Journal of Economics and Financial Issues, Vol.4, 2014, pages 849-858 http://econpapers.repec.org/article/ecojourn1/2014-04-13.htm
Moses C. Kiptui 2014: “Current Account Sustainability in the EAC Countries: An Empirical Analysis of the Relationship between Exports and Imports”International Journal of Economics and Research, Vol. 5, pages31 - 41
Moses C. Kiptui 2014: “Determinants of Interest Rate Spread: Some Empirical Evidence from Kenya’s Banking Sector”, International Business Research; Vol. 7, No. 11, Pages 94-107 http://www.ccsenet.org/journal/index.php/ibr/article/view/39920
Moses C. Kiptui 2014: “The P-Star Model of Inflation and Its Performance for the Kenyan Economy”, International Journal of Economics and Finance; Vol. 5, No. 9, pages 82-95
Other Working Papers
- Benjamin Maturu and Lydia Ndirangu. 2014. “Monetary Policy Transmission Mechanism in Kenya: A Bayesian Vector Auto-regression (BVAR) Approach” Link: https://www.centralbank.go.ke/index.php/research-papers#working-papers
- Lydia Ndirangu, Conrado García and Ciliaka Gitau. 2014. “Evidence of Structural Breaks in Macroeconomic Variables in Kenya” Link: https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=CSAE2014&paper_id=511
- Maureen Were and Joseph Wambua. 2013. “Assessing the determinants of interest rate spread of commercial banks in Kenya: An empirical investigation”, KBA Centre for Research on Financial Markets and Policy Working Paper series No.4.
- Maureen Were, Anne Kamau, Moses Sichei & Moses Kiptui. 2013. “A theoretical framework for Kenya’s Central Bank macro-econometric model” Africa Growth Initiative (AGI) Working Paper No.10.
The Knowdge Management Complex
Our Knowledge Management Complex offers the perfect environment for knowledge growth, research and learning!
“KSMS provided me with a very conducive learning environment. It made me who I am today!